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1.
Infill Asymptotics Inside Increasing Domains for the Least Squares Estimator in Linear Models
Title:
Infill Asymptotics Inside Increasing Domains for the Least Squares Estimator in Linear Models
Author:
István Fazekas
;
Alexander Kukush
István Fazekas
;
Alexander Kukush
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Description:
αmixing, asymptotic normality, consistency, errorsinvariables, infill asymptotics, least squares estimator, linear model, spatial observations
αmixing, asymptotic normality, consistency, errorsinvariables, infill asymptotics, least squares estimator, linear model, spatial observations
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Document Type:
article
URL:
http://hdl.handle.net/10.1023/A:1009914117739
http://hdl.handle.net/10.1023/A:1009914117739
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RePEc: Research Papers in Economics
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2.
Consistency of elementwiseweighted total least squares estimator in a multivariate errorsinvariables model AX=B
Title:
Consistency of elementwiseweighted total least squares estimator in a multivariate errorsinvariables model AX=B
Author:
Alexander Kukush
;
Sabine Van Huffel
Alexander Kukush
;
Sabine Van Huffel
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Description:
A multivariate measurement error model AX≈B is considered. The errors in [A,B] are rowwise independent, but within each row the errors may be correlated. Some of the columns are observed without errors, and in addition the error covariance matrices may differ from row to row. The total covariance structure of the errors is supposed to be known u...
A multivariate measurement error model AX≈B is considered. The errors in [A,B] are rowwise independent, but within each row the errors may be correlated. Some of the columns are observed without errors, and in addition the error covariance matrices may differ from row to row. The total covariance structure of the errors is supposed to be known up to a scalar factor. The fully weighted total least squares estimator of X is studied, which in the case of normal errors coincides with the maximum likelihood estimator. We give mild conditions for weak and strong consistency of the estimator, when the number of rows in A increases. The results generalize the conditions of Gallo given for a univariate homoscedastic model (where B is a vector), and extend the conditions of Gleser given for the multivariate homoscedastic model. We derive the objective function for the estimator and propose an iteratively reweighted numerical procedure. Copyright SpringerVerlag 2004 ; Linear errorsinvariables model, Elementwiseweighted total least squares, Consistency, Iteratively reweighted procedure, 65F20, 62J05, 62F12, 62H12
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Document Type:
article
URL:
http://hdl.handle.net/10.1007/s001840300272
http://hdl.handle.net/10.1007/s001840300272
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RePEc: Research Papers in Economics
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3.
NonExistence of the First Moment of the Adjusted Least Squares Estimator in Multivariate ErrorsinVariables Model
Title:
NonExistence of the First Moment of the Adjusted Least Squares Estimator in Multivariate ErrorsinVariables Model
Author:
ChiLun Cheng
;
Alexander Kukush
ChiLun Cheng
;
Alexander Kukush
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Description:
Adjusted least squares, Equation error model, Functional model, Infinite first moment, Linear multivariate errorinvariables model, Structural model, 62J05, 62H12, 62H10
Adjusted least squares, Equation error model, Functional model, Infinite first moment, Linear multivariate errorinvariables model, Structural model, 62J05, 62H12, 62H10
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Document Type:
article
URL:
http://hdl.handle.net/10.1007/s001840060029z
http://hdl.handle.net/10.1007/s001840060029z
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RePEc: Research Papers in Economics
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4.
Three estimators for the poisson regression model with measurement errors
Title:
Three estimators for the poisson regression model with measurement errors
Author:
Alexander Kukush
;
Hans Schneeweis
;
Roland Wolf
Alexander Kukush
;
Hans Schneeweis
;
Roland Wolf
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Description:
Poisson regression model, measurement errors, corrected score estimator, structural quasi score estimator, naive estimator
Poisson regression model, measurement errors, corrected score estimator, structural quasi score estimator, naive estimator
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Document Type:
article
URL:
http://hdl.handle.net/10.1007/BF02777577
http://hdl.handle.net/10.1007/BF02777577
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RePEc: Research Papers in Economics
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5.
Statistical Inference with Fractional Brownian Motion
Title:
Statistical Inference with Fractional Brownian Motion
Author:
Alexander Kukush
;
Yulia Mishura
;
Esko Valkeila
Alexander Kukush
;
Yulia Mishura
;
Esko Valkeila
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Description:
fractional Brownian motions, hypothesis testing, goodnessoffit test, volatility estimation
fractional Brownian motions, hypothesis testing, goodnessoffit test, volatility estimation
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Document Type:
article
URL:
http://hdl.handle.net/10.1023/B:SISP.0000049124.59173.79
http://hdl.handle.net/10.1023/B:SISP.0000049124.59173.79
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6.
Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model
Title:
Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model
Author:
Sergiy Shklyar
;
Hans Schneeweiss
;
Alexander Kukush
Sergiy Shklyar
;
Hans Schneeweiss
;
Alexander Kukush
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Description:
Quasi score, Corrected score, Polynomial model, Measurement errors, Efficiency, Structural methods, Functional methods
Quasi score, Corrected score, Polynomial model, Measurement errors, Efficiency, Structural methods, Functional methods
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Document Type:
article
URL:
http://hdl.handle.net/10.1007/s0018400600765
http://hdl.handle.net/10.1007/s0018400600765
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7.
STATIC LOWER BOUNDS FOR GAUSSIAN RISKS AND COMONOTONIC ASSET PRICES ON ARBITRAGEFREE MARKET
Open Access
Title:
STATIC LOWER BOUNDS FOR GAUSSIAN RISKS AND COMONOTONIC ASSET PRICES ON ARBITRAGEFREE MARKET
Author:
Alexander Kukush A
Alexander Kukush A
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Description:
Consider a Gaussian random vector X=(X1,…Xn) of which we can only observe the marginal distributions. Our goal is to construct an optimal static lower bound for gB(X,K)=(SK)+ where S=X1+…+Xn, in terms of random variables (rv’s) gC(Xi,Ki)=(XiKi)+ and gP(Xi,Ki)=(KiXi)+, respectively. We interpret Xi’s as financial or actuarial risks. We mention...
Consider a Gaussian random vector X=(X1,…Xn) of which we can only observe the marginal distributions. Our goal is to construct an optimal static lower bound for gB(X,K)=(SK)+ where S=X1+…+Xn, in terms of random variables (rv’s) gC(Xi,Ki)=(XiKi)+ and gP(Xi,Ki)=(KiXi)+, respectively. We interpret Xi’s as financial or actuarial risks. We mention the paper of Hobson et al. (2005) who studied a lower bound for basket options of two components, which is a special case of our problem for nonnegative rv’s Xi’s and n=2. A related problem of upper bound for basket options is investigated, e.g., in Rüschendorf (2005), p.34, where comonotonic joint distributions of asset prices are involved. Below we present the main our result. Let μi and σi 2 be the fixed values of mean and variance of Xi, i=1,…,n, σm 2 be the largest of those variances, σ=( σm∑i≠mσi)+ and M=μ1+…+μn. If σ>0 then for all nonrandom vectors x, it holds: gB(x,K)≥gC(xm,Km) ∑i≠mgP(xi,Ki)=:gSR + (x) , moreover min EgB(X,K)=EgB(X *,K)=EgSR + (X * ). Hereafter minimum is taken over all possible Gaussian vectors X with fixed marginal distributions, and X * =( σ1γ,σ2γ,…,+σmγ,σm+1γ,…,σnγ) with γ~N(0,1), and Km=σmσ1 (KM)+ μm, Ki = σiσ1 (KM)+ μi, i≠m. If σ=0 and M≤K then gB(x,K)≥0 and min EgB(X,K)=0. Thus, in this case an optimal lower bound is equal to zero. Finally, if σ=0 and M>K then for any Δ and all nonrandom x, it holds: gB(x,K) ≥ gC(xm,K+Δ) ∑i≠mgP(xi,Δ(n1)1)=: gSR 0 (x,Δ) , moreover min EgB(X,K)=MK=limΔ→+∞EgSR 0 (X,Δ). Therefore, in this case the rv’s gSR 0 (x,Δ) with Δ>0 provide the asymptotically optimal lower bounds. Also, for an arbitragefree market with one underlying asset, we show that subsequent values of the asset price form a comonotonic random vector only under a deterministic linear relationship (see [1] for the definition of comonotonic vector).
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110316
Source:
http://www.stat.unimuenchen.de/%7Emahling/Kolloquium/ss09/090515_Kukush.pdf
http://www.stat.unimuenchen.de/%7Emahling/Kolloquium/ss09/090515_Kukush.pdf
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Document Type:
text
Language:
en
Subjects:
options ; Insurance ; Mathematics and Economics ; v.37 ; p.553572 ; 2005
options ; Insurance ; Mathematics and Economics ; v.37 ; p.553572 ; 2005
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DDC:
519 Probabilities & applied mathematics
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.183.6602
http://www.stat.unimuenchen.de/%7Emahling/Kolloquium/ss09/090515_Kukush.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.183.6602
http://www.stat.unimuenchen.de/%7Emahling/Kolloquium/ss09/090515_Kukush.pdf
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8.
Comonotonic modification of random vector in its own probability space
Open Access
Title:
Comonotonic modification of random vector in its own probability space
Author:
Jan Dhaene
;
Alexander Kukush
Jan Dhaene
;
Alexander Kukush
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20131025
Source:
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/ComonotProbSpace110110.pdf
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/ComonotProbSpace110110.pdf
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Document Type:
text
Language:
en
Subjects:
Comonotonic random vector ; comonotonic modi…cation ; nonatomic probability
Comonotonic random vector ; comonotonic modi…cation ; nonatomic probability
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Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.299.5744
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/ComonotProbSpace110110.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.299.5744
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/ComonotProbSpace110110.pdf
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9.
A note on the independence between financial and actuarial risks
Open Access
Title:
A note on the independence between financial and actuarial risks
Author:
Jan Dhaene
;
Alexander Kukush
;
Elisa Luciano
;
Wim Schoutens
;
Ben Stassen
Jan Dhaene
;
Alexander Kukush
;
Elisa Luciano
;
Wim Schoutens
;
Ben Stassen
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Probability statements about future evolutions of financial and actuarial risks are expressed in terms of the ‘realworld’ probability measure P, whereas in an arbitragefree environment, the prices of these traded risks can be expressed in terms of an equivalent martingale measure Q. The assumption of independence between financial and actuaria...
Probability statements about future evolutions of financial and actuarial risks are expressed in terms of the ‘realworld’ probability measure P, whereas in an arbitragefree environment, the prices of these traded risks can be expressed in terms of an equivalent martingale measure Q. The assumption of independence between financial and actuarial risks in the real world may be quite reasonable in many situations. Making such an independence assumption in the pricing world however, may be convenient but hard to understand from an intuitive point of view. In this pedagogical paper, we investigate the conditions under which it is possible (or not) to transfer the independence assumption from P to Q. In particular, we show that an independence relation that is observed in the Pworld can often not be maintained in the Qworld.
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Contributors:
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Year of Publication:
20131025
Source:
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/AFI_1275.pdf
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/AFI_1275.pdf
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Document Type:
text
Language:
en
Subjects:
Independence ; realworld probability measure P ; riskneutral probability
Independence ; realworld probability measure P ; riskneutral probability
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.299.9662
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/AFI_1275.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.299.9662
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/AFI_1275.pdf
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10.
On the (in)dependence between financial and actuarial risks
Open Access
Title:
On the (in)dependence between financial and actuarial risks
Author:
Jan Dhaene
;
Alexander Kukush
;
Elisa Luciano
;
Wim Schoutens
;
Ben Stassen
Jan Dhaene
;
Alexander Kukush
;
Elisa Luciano
;
Wim Schoutens
;
Ben Stassen
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Description:
Probability statements about future evolutions of financial and actuarial risks are expressed in terms of the ‘realworld’ probability measure P, whereas in an arbitragefree environment, the prices of these traded risks can be expressed in terms of an equivalent martingale measure Q. The assumption of independence between financial and actuaria...
Probability statements about future evolutions of financial and actuarial risks are expressed in terms of the ‘realworld’ probability measure P, whereas in an arbitragefree environment, the prices of these traded risks can be expressed in terms of an equivalent martingale measure Q. The assumption of independence between financial and actuarial risks in the real world may be quite reasonable in many situations. Making such an independence assumption in the pricing world however, may be convenient but hard to understand from an intuitive point of view. In this pedagogical paper, we investigate the conditions under which it is possible (or not) to transfer the independence assumption from P to Q. In particular, we show that an independence relation that is observed in the Pworld can often not be maintained in the Qworld.
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20131025
Source:
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/CombMarket20130422.pdf
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/CombMarket20130422.pdf
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Document Type:
text
Language:
en
Subjects:
Independence ; realworld probability measure P ; riskneutral probability
Independence ; realworld probability measure P ; riskneutral probability
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.1505
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/CombMarket20130422.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.1505
http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/CombMarket20130422.pdf
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(29) Kukush, Alexander
(15) Alexander Kukush
(11) Schneeweiß, Hans
(9) The Pennsylvania State University CiteSeerX...
(8) Shklyar, Sergiy
(6) Jan Dhaene
(6) Schneeweiss, Hans
(5) Van Huffel, Sabine
(4) Markovsky, Ivan
(3) Malenko, Andrii
(3) Sabine Van Huffel
(3) Wolf, R.
(2) Ben Stassen
(2) Daniël Linders
(2) Elisa Luciano
(2) Ivan Markovsky
(2) Maschke, Erich Otto
(2) Qihe Tang
(2) Sergiy Shklyar
(2) Wim Schoutens
(1) Alexander Kukush A
(1) Alkalmazott Matematikai és...
(1) Andre Bouville
(1) Baran Sándor
(1) Baran Sándor (1973) (matematikus, informatikus)
(1) Baran, Sandor
(1) Bogdanova, Tetiana I.
(1) Bouville, Andre
(1) Bouville, André C.
(1) Brenner, Alina V.
(1) Carroll, Raymond J
(1) Carroll, Raymond J.
(1) Cheng, ChiLun
(1) Chepurny, Mykola I.
(1) Cheung, Ka Chun; Dhaene, Jan; U0014274; Kukush,...
(1) ChiLun Cheng
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(1) Dhaene, Jan; U0014274; JFA; CORA; Kukush,...
(1) Dhaene, Jan; U0014274; JFA; CORA; Kukush,...
(1) Dhaene, Jan; U0014274; Kukush, Alexander;
(1) Dhaene, Jan; U0014274; Kukush, Alexander;...
(1) Dhaene, Jan; U0014274; Kukush, Alexander;...
(1) Dhaene, Jan; U0014274; Kukush, Alexander;...
(1) Dhaene, Jan; U0014274; Kukush, Alexander;...
(1) Drozdovitch, Vladimir
(1) Esko Valkeila
(1) Fazekas István
(1) Fazekas István (1954) (matematikus, informatikus)
(1) Fazekas, Istvan
(1) Hans Schneeweis
(1) Hans Schneeweiss
(1) Hatch, Maureen
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(1) Illya Likhtarov
(1) István Fazekas
(1) Kovgan, Lina
(1) Kovgan, Lina N.
(1) Kukush, Alexander G.
(1) Kwon, Deukwoo
(1) Lauridsen, Jørgen
(1) Likhtarev, Ilya A.
(1) Likhtarov, Illya
(1) Lina Kovgan
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Author:
Subject
(13) ddc 510
(13) sonderforschungsbereich 386
(6) ddc 310
(4) comonotonicity
(4) distorted expectation
(3) distortion risk measure
(3) independence
(3) real world probability measure p
(3) tvar
(2) comonotonic random vector
(2) efficiency
(2) measurement errors
(2) risk neutral probability
(1) 2005
(1) actuarial risks
(1) adjusted least squares
(1) article
(1) comonotonic modi cation
(1) comonotonic modification
(1) concordance order
(1) conic fitting
(1) consistent estimator
(1) corrected score
(1) ellipsoid fitting
(1) expected utility
(1) financial risks
(1) fizikai
(1) functional methods
(1) idegen nyelvű folyóiratközlemény külföldi lapban
(1) insurance
(1) mathematics and economics
(1) maximum likelihood
(1) non atomic probability
(1) non atomic probability space
(1) options
(1) p 553 572
(1) polynomial model
(1) quadratic measurement error model
(1) quantile
(1) quasi score
(1) research article
(1) risk neutral probability measure q
(1) sista
(1) small error variance
(1) structural methods
(1) supermodular order
(1) számítás és anyagtudomány
(1) v 37
Subject:
Dewey Decimal Classification (DDC)
(10) Statistics [31*]
(9) Mathematics [51*]
Dewey Decimal Classification (DDC):
Year of Publication
(9) 2013
(7) 2006
(4) 2005
(4) 2011
(4) 2012
(2) 2000
(2) 2001
(2) 2002
(2) 2004
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(1) 1999
(1) 2008
(1) 2009
(1) 2014
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(13) RePEc.org
(9) CiteSeerX
(9) Leuven KU: Lirias
(6) EconStor
(2) PubMed Central
(1) Southampton Univ.: ePrints Soton
(1) Southern Denmark Univ.: Research Output
(1) Debrecen Univ.
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(32) English
(23) Unknown
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